Use this URL to cite or link to this record in EThOS:
Title: The application of binomial trees to calculate complex option prices, two-factor stochastic interest rate option prices and value-at-risk.
Author: Peterson, Sandra Jane.
ISNI:       0000 0001 3485 6577
Awarding Body: University of Lancaster
Current Institution: Lancaster University
Date of Award: 1999
Availability of Full Text:
Access from EThOS:
No abstract available
Supervisor: Not available Sponsor: Not available
Qualification Name: Thesis (Ph.D.) Qualification Level: Doctoral
EThOS ID:  DOI: Not available
Keywords: Economics & economic theory